sizecor function

Bias correction factors for the robust scale estimators MAD, Sn, Qn, and LSH

Bias correction factors for the robust scale estimators MAD, Sn, Qn, and LSH

This matrix contains correction factors for the MAD, Sn, Qn, and LSH scale estimators to achieve unbiasedness under Gaussian noise. latin1

data

sizecorrection

Format

A (31x4)-matrix containing correction factors for the MAD, Sn, Qn, and LSH scale estimators.

Source

The correction factors have been obtained by simulations.